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NVCR vs. GLW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVCR and GLW is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

NVCR vs. GLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovoCure Limited (NVCR) and Corning Incorporated (GLW). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
1.48%
233.64%
NVCR
GLW

Key characteristics

Sharpe Ratio

NVCR:

0.69

GLW:

1.25

Sortino Ratio

NVCR:

1.76

GLW:

1.82

Omega Ratio

NVCR:

1.20

GLW:

1.26

Calmar Ratio

NVCR:

0.60

GLW:

0.72

Martin Ratio

NVCR:

2.01

GLW:

4.88

Ulcer Index

NVCR:

28.24%

GLW:

8.76%

Daily Std Dev

NVCR:

82.30%

GLW:

34.35%

Max Drawdown

NVCR:

-95.07%

GLW:

-99.02%

Current Drawdown

NVCR:

-91.78%

GLW:

-41.45%

Fundamentals

Market Cap

NVCR:

$1.98B

GLW:

$36.82B

EPS

NVCR:

-$1.68

GLW:

$0.60

PEG Ratio

NVCR:

-0.47

GLW:

0.42

PS Ratio

NVCR:

3.27

GLW:

2.81

PB Ratio

NVCR:

5.50

GLW:

3.45

Total Revenue (TTM)

NVCR:

$466.72M

GLW:

$10.14B

Gross Profit (TTM)

NVCR:

$363.23M

GLW:

$3.27B

EBITDA (TTM)

NVCR:

-$70.91M

GLW:

$1.70B

Returns By Period

In the year-to-date period, NVCR achieves a -37.75% return, which is significantly lower than GLW's -7.13% return.


NVCR

YTD

-37.75%

1M

-1.17%

6M

13.32%

1Y

50.32%

5Y*

-24.07%

10Y*

N/A

GLW

YTD

-7.13%

1M

-10.43%

6M

-5.16%

1Y

42.88%

5Y*

19.65%

10Y*

9.95%

*Annualized

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Risk-Adjusted Performance

NVCR vs. GLW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVCR
The Risk-Adjusted Performance Rank of NVCR is 7878
Overall Rank
The Sharpe Ratio Rank of NVCR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NVCR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NVCR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NVCR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of NVCR is 7373
Martin Ratio Rank

GLW
The Risk-Adjusted Performance Rank of GLW is 8585
Overall Rank
The Sharpe Ratio Rank of GLW is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GLW is 8484
Sortino Ratio Rank
The Omega Ratio Rank of GLW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GLW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of GLW is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVCR vs. GLW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NovoCure Limited (NVCR) and Corning Incorporated (GLW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for NVCR, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.00
NVCR: 0.69
GLW: 1.25
The chart of Sortino ratio for NVCR, currently valued at 1.76, compared to the broader market-6.00-4.00-2.000.002.004.00
NVCR: 1.76
GLW: 1.82
The chart of Omega ratio for NVCR, currently valued at 1.20, compared to the broader market0.501.001.502.00
NVCR: 1.20
GLW: 1.26
The chart of Calmar ratio for NVCR, currently valued at 0.60, compared to the broader market0.001.002.003.004.005.00
NVCR: 0.60
GLW: 1.55
The chart of Martin ratio for NVCR, currently valued at 2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NVCR: 2.01
GLW: 4.88

The current NVCR Sharpe Ratio is 0.69, which is lower than the GLW Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of NVCR and GLW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.69
1.25
NVCR
GLW

Dividends

NVCR vs. GLW - Dividend Comparison

NVCR has not paid dividends to shareholders, while GLW's dividend yield for the trailing twelve months is around 2.55%.


TTM20242023202220212020201920182017201620152014
NVCR
NovoCure Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLW
Corning Incorporated
2.55%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%

Drawdowns

NVCR vs. GLW - Drawdown Comparison

The maximum NVCR drawdown since its inception was -95.07%, roughly equal to the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for NVCR and GLW. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-91.78%
-18.65%
NVCR
GLW

Volatility

NVCR vs. GLW - Volatility Comparison

NovoCure Limited (NVCR) has a higher volatility of 20.65% compared to Corning Incorporated (GLW) at 18.17%. This indicates that NVCR's price experiences larger fluctuations and is considered to be riskier than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
20.65%
18.17%
NVCR
GLW

Financials

NVCR vs. GLW - Financials Comparison

This section allows you to compare key financial metrics between NovoCure Limited and Corning Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items